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Elements of stochastic calculus and analysis

This book gives a somewhat unconventional introduction to stochastic analysis. Although most of the material covered here has appeared in other places, this book attempts to explain the core ideas on which that material is based. As a consequence, the presentation is more an extended mathematical es...

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Detalles Bibliográficos
Autor principal: Stroock, Daniel W
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-77038-3
http://cds.cern.ch/record/2316200